garch in mean estimation

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jfa
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Joined: Wed Aug 27, 2014 11:46 am

garch in mean estimation

Postby jfa » Wed Aug 27, 2014 11:50 am

Hello.

I am using eviews7. How do I estimate a garch(1,1) in mean with a regressor on the mean equation...and this regressor is the product of the variance multiplied by a dummy that I have in the dataset?

Thanks.

jose
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